Portfolio optimization through a network approach: network assortative mixing and portfolio diversification

DOI10.1016/j.ejor.2023.07.010MaRDI QIDQ6090171

Federica Ricca, Andrea Scozzari

Publication date: 14 November 2023

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

mixed integer programmingportfolio optimizationasset selectionmarket correlation graphnetwork assortative mixing

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

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